#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Models.Marketmodels.Evolvers;
using Cephei.QL.Math;
namespace Cephei.QL.Models.Marketmodels
{
    /// <summary> 
	/// ! Engine collecting cash flows along a market-model simulation for doing pathwise computation of Deltas and vegas using Giles--Glasserman smoking adjoints method note only works with displaced LMM,  The method is intimately connected with log-normal Euler evolution  We must work with discretely compounding MM account To compute a vega means changing the pseudo-square root at each time step So for each vega, we have a vector of matrices. So we need a vector of vectors of matrices to compute all the vegas. We do the outermost vector by time step and inner one by which vega. This is tested in MarketModelTest::testPathwiseVegas
	/// </summary>
    [Guid ("B9DB298C-0529-40f7-9536-E2634E5905DA"),ComVisible(true)]
	public interface IPathwiseVegasAccountingEngine 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 IPathwiseVegasAccountingEngine MultiplePathValues(Cephei.Core.IVector<Double> means, Cephei.Core.IVector<Double> errors, UInt64 numberOfPaths);
    }   

    /// <summary> 
	/// ! Engine collecting cash flows along a market-model simulation for doing pathwise computation of Deltas and vegas using Giles--Glasserman smoking adjoints method note only works with displaced LMM,  The method is intimately connected with log-normal Euler evolution  We must work with discretely compounding MM account To compute a vega means changing the pseudo-square root at each time step So for each vega, we have a vector of matrices. So we need a vector of vectors of matrices to compute all the vegas. We do the outermost vector by time step and inner one by which vega. This is tested in MarketModelTest::testPathwiseVegas Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IPathwiseVegasAccountingEngine_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
    }
}

